+875.7%
NVDA vs FTNT
+153.6%
+722.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.7% |
| 7D | -4.3% | +1.6% | -5.9% | -5.0% |
| 30D | +0.5% | -1.9% | +2.4% | +1.1% |
| 3M | +9.1% | +14.4% | -5.3% | +1.3% |
| 6M | +18.5% | +88.7% | -70.2% | -14.9% |
| YTD | +17.4% | +100.0% | -82.7% | -18.6% |
| 1Y | +23.4% | +99.9% | -76.4% | -14.6% |
| 3Y | +380.6% | +147.9% | +232.7% | +177.7% |
| 5Y | +875.7% | +155.8% | +719.9% | +384.9% |
| All | +875.7% | +153.6% | +722.1% | +384.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FTNT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling